+215.1%
GDXJ vs RUN
+42.2%
+172.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -2.8% | -3.7% | +0.9% | -2.4% |
| 30D | +5.0% | -13.0% | +18.0% | +6.7% |
| 3M | +24.1% | -31.8% | +55.9% | +29.3% |
| 6M | -7.4% | -32.2% | +24.9% | -3.5% |
| YTD | +10.2% | -53.5% | +63.7% | +18.3% |
| 1Y | +42.5% | -46.5% | +89.1% | +49.7% |
| 3Y | +285.7% | -37.6% | +323.3% | +250.4% |
| 5Y | +231.9% | -80.9% | +312.7% | +228.9% |
| All | +215.1% | +42.2% | +172.9% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling